One of the best ways to protect yourself from ID theft is to check your credit record on a regular basis. You are entitled to one free credit check from each credit bureau every year. TransUnion: www.mytransunion.co.za (make sure you scroll down to find the FREE report) and Experian: www.creditexpert.co.za.
If someone is opening accounts in your name, the information will be on your credit record. Also ensure that there are no errors on your record such as incorrect negative listings.